Nonparametric estimation of the tree structure of a nested Archimedean copula

Computational Statistics and Data Analysis - Tập 72 - Trang 190-204 - 2014
Johan Segers1, Nathan Uyttendaele1
1Université catholique de Louvain, Institut de Statistique, Biostatistique et Sciences Actuarielles, Voie du Roman Pays 20, B-1348 Louvain-la-Neuve, Belgium

Tài liệu tham khảo

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